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JAGRX vs. JANBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAGRX vs. JANBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson VIT Research Portfolio (JAGRX) and Janus Henderson Balanced Fund (JANBX). The values are adjusted to include any dividend payments, if applicable.

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JAGRX vs. JANBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAGRX
Janus Henderson VIT Research Portfolio
-10.66%18.43%35.33%43.17%-29.45%20.41%32.28%35.60%-2.58%27.90%
JANBX
Janus Henderson Balanced Fund
-5.36%14.99%15.36%15.38%-16.60%17.22%14.34%22.53%0.64%17.78%

Returns By Period

In the year-to-date period, JAGRX achieves a -10.66% return, which is significantly lower than JANBX's -5.36% return. Over the past 10 years, JAGRX has outperformed JANBX with an annualized return of 14.71%, while JANBX has yielded a comparatively lower 9.37% annualized return.


JAGRX

1D
3.87%
1M
-6.00%
YTD
-10.66%
6M
-10.22%
1Y
16.02%
3Y*
21.59%
5Y*
11.17%
10Y*
14.71%

JANBX

1D
1.58%
1M
-4.89%
YTD
-5.36%
6M
-4.13%
1Y
10.63%
3Y*
11.24%
5Y*
6.65%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAGRX vs. JANBX - Expense Ratio Comparison

JAGRX has a 0.60% expense ratio, which is lower than JANBX's 0.70% expense ratio.


Return for Risk

JAGRX vs. JANBX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JAGRX
JAGRX Risk / Return Rank: 3030
Overall Rank
JAGRX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JAGRX Sortino Ratio Rank: 3434
Sortino Ratio Rank
JAGRX Omega Ratio Rank: 3131
Omega Ratio Rank
JAGRX Calmar Ratio Rank: 3030
Calmar Ratio Rank
JAGRX Martin Ratio Rank: 2828
Martin Ratio Rank

JANBX
JANBX Risk / Return Rank: 4949
Overall Rank
JANBX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
JANBX Sortino Ratio Rank: 4646
Sortino Ratio Rank
JANBX Omega Ratio Rank: 4343
Omega Ratio Rank
JANBX Calmar Ratio Rank: 5656
Calmar Ratio Rank
JANBX Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JAGRX vs. JANBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Research Portfolio (JAGRX) and Janus Henderson Balanced Fund (JANBX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


JAGRXJANBXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.92

-0.16

Sortino ratio

Return per unit of downside risk

1.25

1.41

-0.16

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

0.99

1.40

-0.42

Martin ratio

Return relative to average drawdown

3.52

5.58

-2.06

JAGRX vs. JANBX - Sharpe Ratio Comparison

The current JAGRX Sharpe Ratio is 0.76, which is comparable to the JANBX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of JAGRX and JANBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JAGRXJANBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.92

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.60

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.85

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.65

-0.18

Correlation

The correlation between JAGRX and JANBX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JAGRX vs. JANBX - Dividend Comparison

JAGRX's dividend yield for the trailing twelve months is around 8.29%, less than JANBX's 8.80% yield.


TTM20252024202320222021202020192018201720162015
JAGRX
Janus Henderson VIT Research Portfolio
8.29%7.41%2.63%0.12%24.98%4.91%7.66%10.73%6.12%1.23%6.99%22.73%
JANBX
Janus Henderson Balanced Fund
8.80%8.78%6.96%2.25%1.95%4.50%2.49%2.85%7.06%4.65%2.55%5.81%

Drawdowns

JAGRX vs. JANBX - Drawdown Comparison

The maximum JAGRX drawdown since its inception was -63.35%, which is greater than JANBX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for JAGRX and JANBX.


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Drawdown Indicators


JAGRXJANBXDifference

Max Drawdown

Largest peak-to-trough decline

-63.35%

-31.70%

-31.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.07%

-8.13%

-8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-35.99%

-21.52%

-14.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

-22.49%

-13.50%

Current Drawdown

Current decline from peak

-13.86%

-6.68%

-7.18%

Average Drawdown

Average peak-to-trough decline

-18.47%

-6.66%

-11.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.79%

2.04%

+2.75%

Volatility

JAGRX vs. JANBX - Volatility Comparison

Janus Henderson VIT Research Portfolio (JAGRX) has a higher volatility of 7.07% compared to Janus Henderson Balanced Fund (JANBX) at 3.80%. This indicates that JAGRX's price experiences larger fluctuations and is considered to be riskier than JANBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAGRXJANBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

3.80%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

6.65%

+6.01%

Volatility (1Y)

Calculated over the trailing 1-year period

22.54%

12.08%

+10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.05%

11.16%

+10.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

11.12%

+10.14%